+4.2%
MU vs KR
+8.5%
-4.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.0% |
| 7D | +21.6% | +0.5% | +21.1% | +22.4% |
| 30D | -16.2% | +14.9% | -31.2% | +2.6% |
| 3M | -12.4% | +25.4% | -37.8% | +23.6% |
| 6M | +4.2% | +9.3% | -5.2% | +25.2% |
| All | +4.2% | +8.5% | -4.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling